On the Primal - Dual Geometry of Levelsets in Linear and Conic Optimization 1
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On the Primal-Dual Geometry of Level Sets in Linear and Conic Optimization
For a conic optimization problem P : minimizex c x s.t. Ax = b, x ∈ C and its dual D : supremumy,s b T y s.t. A y + s = c, s ∈ C, we present a geometric relationship between the primal objective function level sets and the dual objective function level sets, which shows that the maximum norms of the primal objective function level sets are nearly inversely proportional to the maximum inscribed ...
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تاریخ انتشار 2001